+92.0%
FN vs CART
+37.6%
+54.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.4% | -11.8% | -14.0% |
| 7D | -16.0% | +1.2% | -17.2% | -16.0% |
| 30D | -40.1% | +27.1% | -67.2% | -41.5% |
| 3M | -43.9% | +27.4% | -71.3% | -45.4% |
| 6M | -55.6% | +32.1% | -87.8% | -57.2% |
| YTD | -35.7% | +28.5% | -64.1% | -37.9% |
| 1Y | -39.8% | +58.8% | -98.6% | -44.5% |
| 3Y | +80.3% | +114.8% | -34.5% | +57.7% |
| All | +92.0% | +37.6% | +54.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling